+828.6%
ON vs XYL
+449.8%
+378.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.6% |
| 7D | +2.4% | -5.0% | +7.5% | +6.6% |
| 30D | -3.3% | -13.2% | +9.9% | +7.7% |
| 3M | -43.6% | -3.7% | -39.9% | -42.6% |
| 6M | +19.0% | -17.7% | +36.6% | +36.8% |
| YTD | +37.4% | -21.5% | +58.9% | +61.7% |
| 1Y | +54.8% | -24.5% | +79.3% | +88.1% |
| 3Y | -25.2% | +6.9% | -32.1% | -31.1% |
| 5Y | +62.7% | -18.1% | +80.8% | +82.5% |
| 10Y | +574.3% | +134.7% | +439.6% | +265.7% |
| All | +828.6% | +449.8% | +378.8% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling